What you can't download: webproofs (no stored file) and standard/working files (no export menu)
Not every asset type supports downloading -- webproofs have no single stored file, and standard/working files have no export menu. This article explains these limits.
Webproofs have no stored file
A webproof asset is a live URL under review, not an uploaded file. There's nothing on disk or in storage to hand back, so the Download option is left out of the asset's 3-dot menu entirely for webproof assets.
Standard/working files have no export menu
Marking an asset as a standard (working) file rather than a proof means it was never registered with the commenting/annotation system — it has no comments and never will. For working files, the version-level download menu only offers the raw file itself (Asset); there's no Comments (JSON/CSV/Text), Commented PDF, or Archive Report section, because none of that applies.
Switch an asset between "working file" and "proof" from its 3-dot menu (Mark as proof / Mark as working file) if you need the full comment-export menu to become available.